pwcor-pwcov-pwnobs {collapse}

(Pairwise, Weighted) Correlations, Covariances and Observation Counts

Description

Computes (pairwise, weighted) Pearson's correlations, covariances and observation counts. Pairwise correlations and covariances can be computed together with observation counts and p-values, and output as 3D array (default) or list of matrices. pwcor and pwcov offer an elaborate print method.

Usage

pwcor(X, ..., w = NULL, N = FALSE, P = FALSE, array = TRUE, use = "pairwise.complete.obs")

pwcov(X, ..., w = NULL, N = FALSE, P = FALSE, array = TRUE, use = "pairwise.complete.obs")

pwnobs(X)

## S3 method for class 'pwcor'
print(x, digits = .op[["digits"]], sig.level = 0.05,
      show = c("all","lower.tri","upper.tri"), spacing = 1L, return = FALSE, ...)

## S3 method for class 'pwcov'
print(x, digits = .op[["digits"]], sig.level = 0.05,
      show = c("all","lower.tri","upper.tri"), spacing = 1L, return = FALSE, ...)

Arguments

X

a matrix or data.frame, for pwcor and pwcov all columns must be numeric. All functions are faster on matrices, so converting is advised for large data (see qM).

x

an object of class 'pwcor' / 'pwcov'.

w

numeric. A vector of (frequency) weights.

N

logical. TRUE also computes pairwise observation counts.

P

logical. TRUE also computes pairwise p-values (same as cor.test and Hmisc::rcorr).

array

logical. If N = TRUE or P = TRUE, TRUE (default) returns output as 3D array whereas FALSE returns a list of matrices.

use

argument passed to cor / cov. If use != "pairwise.complete.obs", sum(complete.cases(X)) is used for N, and p-values are computed accordingly.

digits

integer. The number of digits to round to in print.

sig.level

numeric. P-value threshold below which a '*' is displayed above significant coefficients if P = TRUE.

show

character. The part of the correlation / covariance matrix to display.

spacing

integer. Controls the spacing between different reported quantities in the printout of the matrix: 0 - compressed, 1 - single space, 2 - double space.

return

logical. TRUE returns the formatted object from the print method for exporting. The default is to return x invisibly.

...

other arguments passed to cor or cov. Only sensible if P = FALSE.

Value

a numeric matrix, 3D array or list of matrices with the computed statistics. For pwcor and pwcov the object has a class 'pwcor' and 'pwcov', respectively.

Note

weights::wtd.cors is imported for weighted pairwise correlations (written in C for speed). For weighted correlations with bootstrap SE's see weights::wtd.cor (bootstrap can be slow). Weighted correlations for complex surveys are implemented in jtools::svycor. An equivalent and faster implementation of pwcor (without weights) is provided in Hmisc::rcorr (written in Fortran).

See Also

qsu, Summary Statistics, Collapse Overview

Examples

mna <- na_insert(mtcars)
pwcor(mna)
pwcov(mna)
pwnobs(mna)
pwcor(mna, N = TRUE)
pwcor(mna, P = TRUE)
pwcor(mna, N = TRUE, P = TRUE)
aperm(pwcor(mna, N = TRUE, P = TRUE))
print(pwcor(mna, N = TRUE, P = TRUE), digits = 3, sig.level = 0.01, show = "lower.tri")
pwcor(mna, N = TRUE, P = TRUE, array = FALSE)
print(pwcor(mna, N = TRUE, P = TRUE, array = FALSE), show = "lower.tri")